-28.0%
JOBY vs VUG
+77.1%
-105.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | -0.1% |
| 7D | -5.2% | -0.5% | -4.7% | -4.5% |
| 30D | -19.7% | -1.0% | -18.8% | -18.4% |
| 3M | -31.7% | +3.5% | -35.3% | -34.5% |
| 6M | -37.5% | +14.2% | -51.7% | -47.0% |
| YTD | -51.6% | +8.5% | -60.1% | -55.5% |
| 1Y | -53.3% | +12.9% | -66.2% | -59.0% |
| 3Y | -12.2% | +85.6% | -97.9% | -61.6% |
| All | -28.0% | +77.1% | -105.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling